Extensions of the Ho and Lee interest-rate model to the multinomial case (Q704072)
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scientific article; zbMATH DE number 2127030
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| English | Extensions of the Ho and Lee interest-rate model to the multinomial case |
scientific article; zbMATH DE number 2127030 |
Statements
Extensions of the Ho and Lee interest-rate model to the multinomial case (English)
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12 January 2005
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Pricing
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Term structure
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Multinomial model
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0.8414480686187744
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0.80865079164505
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0.788733184337616
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0.7689395546913147
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